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subject:"Share price"
subject:"Stock index"
~isPartOf:"School of Accounting, Finance and Economics & FEMARC working paper series"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"The econometrics journal"
~isPartOf:"Working paper"
~person:"McAleer, Michael"
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Share price
Stock index
Estimation
34
Schätzung
34
Volatility
19
Volatilität
19
ARCH model
11
ARCH-Modell
11
Forecasting model
11
Prognoseverfahren
11
Welt
9
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7
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Kapitaleinkommen
6
International tourism
5
Internationaler Tourismus
5
Taiwan
5
Demand
4
Nachfrage
4
Risikomaß
4
Risk measure
4
Theorie
4
Theory
4
1996-2009
3
Aktienindex
3
Capital market returns
3
Commodity derivative
3
Economic indicator
3
Kapitalmarktrendite
3
Rohstoffderivat
3
Thailand
3
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English
8
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McAleer, Michael
Allen, David E.
10
Gupta, Rangan
6
Dai, Zhifeng
4
Chang, Chia-Lin
3
Mumtaz, Haroon
3
Yang, Chunpeng
3
Zhou, Liyun
3
Asai, Manabu
2
Balcilar, Mehmet
2
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2
Chen, Mei-Ping
2
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2
Cho, Hoon
2
Gourier, Elise
2
Guo, Hui
2
Hau, Liya
2
Ji, Qiang
2
Kang, Sang Hoon
2
Kapetanios, George
2
Kok Haur Ng
2
Li, Jinfang
2
Liu, Fang
2
Mensi, Walid
2
Mo, Guoli
2
Neely, Christopher J.
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Nyholm, Ken
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Peiris, Shelton
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Powell, Robert
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Raunig, Burkhard
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Ryu, Doojin
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Seok, Sang Ik
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2
Tan, Chunzhi
2
Theodoridis, Konstantinos
2
Uddin, Mohammed Gazi Salah
2
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2
Xuan Vinh Vo
2
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University of Canterbury / Dept. of Economics and Finance
1
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School of Accounting, Finance and Economics & FEMARC working paper series
The North American journal of economics and finance : a journal of financial economics studies
The econometrics journal
Working paper
Econometric Institute research papers
9
Discussion paper / Tinbergen Institute
8
Applied economics
2
Econometric reviews
2
Econometrics : open access journal
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ECONIS (ZBW)
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1
A tourism conditions index
Chang, Chia-Lin
;
Hsu, Hui-Kuang
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010242831
Saved in:
2
On the invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410195
Saved in:
3
A one line derivation of EGARCH
McAleer, Michael
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010410204
Saved in:
4
A tourism financial conditions index
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410211
Saved in:
5
Conditional correlations and volatility spillovers between crude oil and stock index returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 116-138
Persistent link: https://www.econbiz.de/10009777824
Saved in:
6
A non-parametric and entropy based analysis of the relationship between the VIX and S&P 500
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2013
Persistent link: https://www.econbiz.de/10009711717
Saved in:
7
Estimating the leverage parameter of continuous-time stochastic volatility models using high frequency S&P 500 and VIX
Ishida, Isao
;
McAleer, Michael
;
Oya, Kosuke
-
2011
-
1. version, rev.
Persistent link: https://www.econbiz.de/10009012211
Saved in:
8
Non-trading day effects in asymmetric conditional and stochastic volatility models
Asai, Manabu
;
McAleer, Michael
- In:
The econometrics journal
10
(
2007
)
1
,
pp. 113-123
Persistent link: https://www.econbiz.de/10003451750
Saved in:
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